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Monte Carlo Quasi-Heatbath by approximate inversion

Ph. de Forcrand

cond-matarXiv:cond-mat/9811025

Abstract

When sampling the distribution P(phi) ~ exp(-|A phi|2), a global heatbath normally proceeds by solving the linear system A phi = eta, where eta is a normal Gaussian vector, exactly. This paper shows how to preserve the distribution P(phi) while solving the linear system with arbitrarily low accuracy. Generalizations are presented.

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